Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51628.99 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48429.93 Kr¶

PnL: ---------------------------------------> -657.64 Kr¶

DD now: ---------------------------------> -0.607 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 13:40:56.913824'

Anic Portfolio¶

This Week¶

Return: 8.626 %¶

Total¶

Return: 69.013 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 3.850000 808.400000 135.400000 20.120000 673.000000
Nordea Bank Abp 29 0.610000 3553.080000 99.080000 2.870000 3453.999992
SAAB B 8 1.400000 3464.800000 87.800000 2.600000 3377.000000
HEBA B 70 1.830000 2723.000000 87.000000 3.300000 2636.000010
FM Mattsson Mora Group B 54 -4.890000 3256.200000 76.200000 2.400000 3180.000006
Swedbank A 3 2.050000 613.500000 49.500000 8.780000 564.000000
Fasadgruppen Group 38 0.550000 4187.600000 46.600000 1.130000 4140.999992
Resurs Holding 22 0.970000 617.320000 43.320000 7.550000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 0.320000 593.280000 36.280000 6.510000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.290000 388.600000 33.600000 9.460000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.190000 551.200000 24.200000 4.590000 527.000000
OEM International B 7 1.160000 548.800000 20.800000 3.940000 527.999997
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Securitas B 6 2.310000 585.240000 15.240000 2.670000 570.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 0.970000 539.200000 7.200000 1.350000 532.000000
Karnov Group 9 -0.330000 538.200000 2.200000 0.410000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.180000 545.250000 -0.750000 -0.140000 546.000000
Midsona B 63 0.990000 580.860000 -2.140000 -0.370000 582.999984
Boozt 12 1.250000 1651.200000 -2.800000 -0.170000 1653.999996
Corem Property Group B 59 1.360000 571.420000 -5.580000 -0.970000 576.999999
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 1.170000 505.700000 -28.300000 -5.300000 533.999999
International Petroleum Corp. 5 0.360000 564.500000 -30.070000 -5.060000 594.565215
Essity B 2 -1.610000 536.600000 -37.400000 -6.520000 574.000000
Vivesto 1368 -0.340000 558.960000 -54.040000 -8.820000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
Beijer Electronics Group 27 -1.800000 2948.400000 -135.600000 -4.400000 3083.999994
OX2 22 4.410000 1848.000000 -141.000000 -7.090000 1989.000002
Axfood 15 -3.270000 3901.500000 -398.500000 -9.270000 4300.000005
Ovzon 64 -0.190000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48427.760000 -659.810000 -0.61135% 49087.564636

Updated:¶

'2023-02-01 13:40:40.675324'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶